Senior - Irrbb, Csrbb & Liquidity | Mi
Senior Consultant – IRRBB, CSRBB development and validation of behavioral models (Non-Maturity Deposits NMD, prepayments, line draws, etc.); modeling of banking products for EVE and NII estimation; calculation and analysis of key liquidity short-term (e.g., LCR) and medium/long-term (e.g., NSFR) indicators; application/calibration of stress scenarios for interest rate, credit spread and liquidity risk also from a climate